
History Average (HA). We use absolute deviation from history average value as anomaly score. We include this model in comparison to show how a very simple model perform within different datasets.

Auto-regressive Moving Average (ARMA) [1]}. ARMA is a classic time series analysis model [2]}. We use absolute fitting residuals as anomaly score.

Linear Dynamical System (LDS). This model is also known as Kalman filter. Different from deep latent variable based state space models, the transition function and emission probability are linear (see Table REF ).

